Soft body to Soft body collision
"Self Collision" is for the same object to collide with itself, not other objects/simulations.  Each soft body modifier acts as a separate simulation, they can't interact.

So, select all the softbody objects that will collide, then "Join" them (Ctrl+J) into one object.  Now the separate parts within the same object can use "Self Collision". 

(Combined objects are not much more difficult to manage, just different.  You can still manipulate the separate parts within the same mesh like separate objects, just select a vertex of a part, then "Select Linked All" (Ctrl + L) to select the part for manipulation.

Or you can keep a copy of all the separate objects in a hidden layer that you manipulate, then join them when you're ready to simulate.  You may have to combine/finagle the materials some, but that's for another question. )

(Also, depending on what you are trying to accomplish, you may find "Cloth Simulation" to work faster and give better results than Soft Body, especially with self collisions.)